Citi Call 85 WDC 19.12.2024
/ DE000KJ2VNA1
Citi Call 85 WDC 19.12.2024/ DE000KJ2VNA1 /
2024-06-04 9:01:26 AM |
Chg.-0.040 |
Bid7:00:09 PM |
Ask7:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
-6.67% |
0.520 Bid Size: 100,000 |
- Ask Size: - |
Western Digital Corp... |
85.00 USD |
2024-12-19 |
Call |
Master data
WKN: |
KJ2VNA |
Issuer: |
Citi |
Currency: |
EUR |
Underlying: |
Western Digital Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
2024-12-19 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.30 |
Parity: |
-0.92 |
Time value: |
0.59 |
Break-even: |
83.83 |
Moneyness: |
0.88 |
Premium: |
0.22 |
Premium p.a.: |
0.44 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.43 |
Theta: |
-0.02 |
Omega: |
5.04 |
Rho: |
0.13 |
Quote data
Open: |
0.560 |
High: |
0.560 |
Low: |
0.560 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.68% |
1 Month |
|
|
+16.67% |
3 Months |
|
|
+47.37% |
YTD |
|
|
+460.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.680 |
0.570 |
1M High / 1M Low: |
0.680 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-12 |
0.780 |
Low (YTD): |
2024-01-15 |
0.020 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.618 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.554 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |